+38.0%
PAAS vs BRO
-27.7%
+65.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.7% |
| 7D | -1.9% | -7.3% | +5.4% | -4.0% |
| 30D | -3.6% | -6.9% | +3.3% | -5.5% |
| 3M | +8.6% | +10.7% | -2.1% | +13.1% |
| 6M | -16.7% | -2.7% | -14.0% | -14.7% |
| YTD | -1.9% | -16.3% | +14.4% | -0.6% |
| 1Y | +38.0% | -29.1% | +67.1% | +26.9% |
| All | +38.0% | -27.7% | +65.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling